DZ Bank Call 24 FRE 20.12.2024
/ DE000DW83K31
DZ Bank Call 24 FRE 20.12.2024/ DE000DW83K31 /
| 2024-09-13 1:08:47 PM |
Chg.+0.090 |
Bid9:58:02 PM |
Ask2024-09-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
+8.74% |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
24.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DW83K3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-12 |
| Last trading day: |
2024-09-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.23 |
| Parity: |
1.02 |
| Time value: |
0.12 |
| Break-even: |
35.40 |
| Moneyness: |
1.42 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
3.64% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
2.60 |
| Rho: |
0.04 |
Quote data
| Open: |
1.080 |
| High: |
1.140 |
| Low: |
1.080 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
+86.67% |
| YTD |
|
|
+77.78% |
| 1 Year |
|
|
+86.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.120 |
1.030 |
| 6M High / 6M Low: |
1.120 |
0.330 |
| High (YTD): |
2024-09-13 |
1.120 |
| Low (YTD): |
2024-04-03 |
0.290 |
| 52W High: |
2024-09-13 |
1.120 |
| 52W Low: |
2024-04-03 |
0.290 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.682 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.577 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
84.50% |
| Volatility 6M: |
|
91.14% |
| Volatility 1Y: |
|
95.46% |
| Volatility 3Y: |
|
- |
